CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 23-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2012 |
23-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
0.9875 |
0.9840 |
-0.0035 |
-0.4% |
0.9753 |
| High |
0.9877 |
0.9936 |
0.0059 |
0.6% |
0.9917 |
| Low |
0.9827 |
0.9833 |
0.0006 |
0.1% |
0.9738 |
| Close |
0.9850 |
0.9908 |
0.0058 |
0.6% |
0.9850 |
| Range |
0.0050 |
0.0103 |
0.0053 |
106.0% |
0.0179 |
| ATR |
0.0086 |
0.0087 |
0.0001 |
1.4% |
0.0000 |
| Volume |
57,506 |
78,257 |
20,751 |
36.1% |
284,456 |
|
| Daily Pivots for day following 23-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0201 |
1.0158 |
0.9965 |
|
| R3 |
1.0098 |
1.0055 |
0.9936 |
|
| R2 |
0.9995 |
0.9995 |
0.9927 |
|
| R1 |
0.9952 |
0.9952 |
0.9917 |
0.9974 |
| PP |
0.9892 |
0.9892 |
0.9892 |
0.9903 |
| S1 |
0.9849 |
0.9849 |
0.9899 |
0.9871 |
| S2 |
0.9789 |
0.9789 |
0.9889 |
|
| S3 |
0.9686 |
0.9746 |
0.9880 |
|
| S4 |
0.9583 |
0.9643 |
0.9851 |
|
|
| Weekly Pivots for week ending 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0372 |
1.0290 |
0.9948 |
|
| R3 |
1.0193 |
1.0111 |
0.9899 |
|
| R2 |
1.0014 |
1.0014 |
0.9883 |
|
| R1 |
0.9932 |
0.9932 |
0.9866 |
0.9973 |
| PP |
0.9835 |
0.9835 |
0.9835 |
0.9856 |
| S1 |
0.9753 |
0.9753 |
0.9834 |
0.9794 |
| S2 |
0.9656 |
0.9656 |
0.9817 |
|
| S3 |
0.9477 |
0.9574 |
0.9801 |
|
| S4 |
0.9298 |
0.9395 |
0.9752 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9936 |
0.9738 |
0.0198 |
2.0% |
0.0083 |
0.8% |
86% |
True |
False |
72,542 |
| 10 |
0.9936 |
0.9675 |
0.0261 |
2.6% |
0.0085 |
0.9% |
89% |
True |
False |
68,026 |
| 20 |
0.9936 |
0.9675 |
0.0261 |
2.6% |
0.0079 |
0.8% |
89% |
True |
False |
55,937 |
| 40 |
0.9936 |
0.9485 |
0.0451 |
4.6% |
0.0090 |
0.9% |
94% |
True |
False |
37,965 |
| 60 |
1.0075 |
0.9485 |
0.0590 |
6.0% |
0.0096 |
1.0% |
72% |
False |
False |
25,433 |
| 80 |
1.0075 |
0.9359 |
0.0716 |
7.2% |
0.0102 |
1.0% |
77% |
False |
False |
19,164 |
| 100 |
1.0245 |
0.9359 |
0.0886 |
8.9% |
0.0099 |
1.0% |
62% |
False |
False |
15,373 |
| 120 |
1.0390 |
0.9359 |
0.1031 |
10.4% |
0.0095 |
1.0% |
53% |
False |
False |
12,833 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0374 |
|
2.618 |
1.0206 |
|
1.618 |
1.0103 |
|
1.000 |
1.0039 |
|
0.618 |
1.0000 |
|
HIGH |
0.9936 |
|
0.618 |
0.9897 |
|
0.500 |
0.9885 |
|
0.382 |
0.9872 |
|
LOW |
0.9833 |
|
0.618 |
0.9769 |
|
1.000 |
0.9730 |
|
1.618 |
0.9666 |
|
2.618 |
0.9563 |
|
4.250 |
0.9395 |
|
|
| Fisher Pivots for day following 23-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
0.9900 |
0.9899 |
| PP |
0.9892 |
0.9890 |
| S1 |
0.9885 |
0.9882 |
|